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~isPartOf:"CREATES research paper"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~person:"Xu, Lai"
~subject:"Measurement"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Statistical distribution
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Volatility
12
Volatilität
12
Capital income
5
Kapitaleinkommen
5
Theorie
5
Börsenkurs
4
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4
Modellierung
3
Risikoprämie
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CAPM
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Cash flow
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1
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Bibliography included
Graue Literatur
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5
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5
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5
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Xu, Lai
Santucci de Magistris, Paolo
6
Todorov, Viktor
4
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Watanabe, Toshiaki
3
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Christoffersen, Peter F.
2
Fusari, Nicola
2
Hansen, Peter Reinhard
2
Jacobs, Kris
2
Omori, Yasuhiro
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Yu, Jun
2
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Archakov, Ilya
1
Babaoğlu, Kadir
1
Barletta, Andrea
1
Benzoni, Luca
1
Bolko, Anine E.
1
Chang, Bo Young
1
Christiansen, Charlotte
1
Corcuera, José Manual
1
Corsi, Fulvio
1
Creel, Michael D.
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Ergemen, Yunus Emre
1
Exterkate, Peter
1
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CREATES research paper
Global COE Hi-Stat discussion paper series
Discussion paper / Tinbergen Institute
14
Working paper
12
Working paper / National Bureau of Economic Research, Inc.
11
Econometric Institute research papers
8
Federal Reserve Bank of Cleveland working paper series
5
Discussion paper series
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Financial Institutions Center
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion papers / CEPR
2
Econometric reviews
2
IDEI working papers
2
IMF working paper
2
IMF working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Temi di discussione / Banca d'Italia
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
IMES discussion paper series
1
International finance discussion papers
1
NCER working paper series
1
Policy research working paper : WPS
1
SRC discussion paper : discussion paper series
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
1
Série de trabalhos para discussão
1
TRACE discussion papers / Tinbergen Institute
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
Bootstrap inference for pre-averaged realized
volatility
based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
2
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
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